ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	2,825	2,881	56	2.0%	2,702
High	2,917	2,911	-6	-0.2%	2,819
Low	2,825	2,873	48	1.7%	2,679
Close	2,900	2,903	3	0.1%	2,798
Range	92	38	-54	-58.7%	140
ATR	68	66	-2	-3.2%	0
Volume	674	559	-115	-17.1%	4,521

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,010	2,994	2,924
R3	2,972	2,956	2,913
R2	2,934	2,934	2,910
R1	2,918	2,918	2,906	2,926
PP	2,896	2,896	2,896	2,900
S1	2,880	2,880	2,900	2,888
S2	2,858	2,858	2,896
S3	2,820	2,842	2,893
S4	2,782	2,804	2,882

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,185	3,132	2,875
R3	3,045	2,992	2,837
R2	2,905	2,905	2,824
R1	2,852	2,852	2,811	2,879
PP	2,765	2,765	2,765	2,779
S1	2,712	2,712	2,785	2,739
S2	2,625	2,625	2,772
S3	2,485	2,572	2,760
S4	2,345	2,432	2,721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,917	2,700	217	7.5%	52	1.8%	94%	False	False	845
10	2,917	2,497	420	14.5%	58	2.0%	97%	False	False	796
20	2,917	2,466	451	15.5%	57	2.0%	97%	False	False	665

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,073
2.618	3,010
1.618	2,972
1.000	2,949
0.618	2,934
HIGH	2,911
0.618	2,896
0.500	2,892
0.382	2,888
LOW	2,873
0.618	2,850
1.000	2,835
1.618	2,812
2.618	2,774
4.250	2,712

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	2,899	2,882
PP	2,896	2,860
S1	2,892	2,839

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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